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Management Science and

Engineering

Courses offered by the Department of Management Science and Engineering are listed under the subject code MS&E on the Stanford

Bulletin's ExploreCourses web site.

The Department of Management Science and Engineering leads at the interface of engineering, business, and public policy. The department’s mission is, through education and research, to advance the design, management, operation, and interaction of technological, economic, and social systems. The department’s engineering research strength is integrated with its educational program at the undergraduate, master’s, and doctoral levels: graduates of the program are trained as engineers and future leaders in technology, policy, and industry. Research and teaching activities are complemented by an outreach program that encourages the transfer of ideas to the environment of Silicon Valley and beyond.

Management Science and Engineering (MS&E) provides programs of education and research by integrating three basic strengths:

1. depth in conceptual and analytical foundations

2. comprehensive coverage of functional areas of application 3. interaction with other Stanford departments, Silicon Valley industry,

and organizations throughout the world.

The analytical and conceptual foundations include decision and risk analysis, dynamic systems, economics, optimization, organizational science, and stochastic systems. The functional areas of application include entrepreneurship, finance, information, marketing, organizational behavior, policy, production, and strategy. Close associations with other engineering departments and with industry enrich the programs by providing opportunities to apply MS&E methods to important problems and by motivating new theoretical developments from practical experience. MS&E’s programs also provide a basis for contributing to other areas such as biotechnology, defense policy, environmental policy, information systems, and telecommunications.

Mission of the Undergraduate

Program in Management

Science and Engineering

The mission of the undergraduate program in Management Science and Engineering is to provide students with the fundamentals of engineering systems analysis so that they are able to plan, design, and implement complex economic and technical management systems. The program builds on the foundational courses for engineering including calculus, engineering fundamentals, and physics or chemistry as well as management science. Students complete core courses in accounting, computer science, economics, ethics, organizational theory, mathematical modeling, optimization, probability, and statistics. To personalize their exploration, students select additional courses from different areas of the department, with greater emphasis in one of them. The major prepares students for a variety of career paths, including investment banking, management consulting, facilities and process management, or for graduate school in industrial engineering, operations research, business, economics, law, medicine, or public policy .

Learning Outcomes

(Undergraduate)

The department expects undergraduate majors in the program to be able to demonstrate the following learning outcomes. These learning outcomes are

used in evaluating students and the department's undergraduate program. Students are expected to be able:

1. to apply the knowledge of mathematics, science, and engineering; 2. to design and conduct experiments;

3. to design a system or components to meet desired needs; 4. to identify, formulate, and solve engineering problems;

5. to use techniques, skills, and modern engineering tools necessary for engineering practice;

6. to function on multidisciplinary teams; 7. to communicate effectively;

8. to recognize the need for and demonstrate an ability to engage in life-long learning;

9. to obtain the background necessary for admission to top professional graduate engineering or business programs;

10. to understand professional and ethical responsibility;

11. to obtain the broad education necessary to understand the impact of engineering solutions in a global and societal context; and

12. to obtain a knowledge of contemporary issues pertinent to the field of management science and engineering.

Graduate Programs in

Management Science and

Engineering

MS&E offers programs leading to the degrees of Master of Science and Doctor of Philosophy. The department also offers a coterminal B.S./ M.S. degree, a dual master’s degree in cooperation with each of the other departments in the School of Engineering, and joint master's degrees with the School of Law and the Public Policy Program.

For University coterminal degree program rules and University application forms, see the Registrar's coterminal degrees web site (http:// studentaffairs.stanford.edu/registrar/publications/#Coterm).

Applicants for admission as graduate students in MS&E must submit the results of the verbal, quantitative, and analytical parts of the Graduate Record Examination. The deadline for application to the doctoral program is December 1, 2015, and the deadline for application to the master's program is January 12, 2016.

Except in unusual circumstances, admission is limited to the Autumn Quarter because courses are arranged sequentially with basic courses and prerequisites offered early in the academic year.

Assistantships and

Fellowships

A limited number of fellowships and assistantships are awarded each year. Applicants admitted to the doctoral program, who have indicated on their application that they would like to be considered for financial aid, are automatically considered for these assistantships and fellowships. New and returning master's students may apply for course assistantships each quarter, but priority is given to MS&E doctoral students.

Information about loan programs and need-based aid for U.S. citizens and permanent residents can be obtained from the Financial Aid Office.

Learning Outcomes (Graduate)

The M.S. prepares engineers for a lifelong career addressing the critical technical and managerial needs of private and public organizations. The program emphasizes developing analytic abilities, making better decisions, developing and executing strategies while also leading people who innovate. Unlike an MBA, our master’s program addresses the technical as well as the behavioral challenges of running organizations and complex

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systems. We emphasize quantitative analytic skills and an entrepreneurial spirit.

The Ph.D. is conferred upon candidates who have demonstrated substantial scholarship and the ability to conduct independent research. Through course work and guided research, the program prepares students to make original contributions in Management Science and Engineering and related fields.

Careers in MS&E

MS&E students are candidates for careers in consulting, product and project management, financial analysis, and work in policy arenas. A significant number join or found start-ups. Many have become leaders in technology-based businesses which have an increasing need for analytically oriented people who understand both business and technology. Other graduates make careers tackling the problems faced by local, national, and international governments by developing new healthcare systems, new energy systems and a more sustainable environment. The major problems of the day demand an ability to integrate the technical, social and economic ways of thinking. This is precisely what the department educates its students to do.

Bachelor of Science in

Management Science and

Engineering

The program leading to the B.S. degree in Management Science and Engineering (MS&E) is outlined in the School of Engineering section of this bulletin; more information is contained in the School of Engineering’s

Handbook for Undergraduate Engineering Programs. Students are

encouraged to plan their academic programs as early as possible, ideally in the freshman or sophomore year. Students should not wait until they are declaring a major to consult with the department’s student services staff. This is particularly important for students who would like to study overseas or pursue another major or minor.

The undergraduate curriculum in Management Science and Engineering provides students training in the fundamentals of engineering systems analysis to prepare them to plan, design, and implement complex economic and technological management systems where a scientific or engineering background is necessary or desirable. The major prepares students for a variety of career paths, including investment banking, management consulting, facilities and process management, or for graduate school in industrial engineering, operations research, business, economics, law, medicine, or public policy .

The educational objectives of the undergraduate degree program are: • Principles and Skills—provide students with a basic understanding of

management science and engineering principles, including analytical problem solving and communications skills.

• Preparation for Practice—prepare students for practice in a field that sees rapid changes in tools, problems, and opportunities.

• Preparation for Continued Growth—prepare students for graduate study and self development over an entire career.

• Preparation for Service—develop in students the awareness, background, and skills necessary to become responsible citizens, employees, and leaders.

See also the department's undergraduate Learning Outcomes (p. ) for additional learning objectives.

The program builds on the foundational courses for engineering, including calculus, mathematical modeling, probability, statistics, engineering fundamentals, and physics or chemistry.

Students interested in a minor should see the Minor tab in this section.

MS&E also participates with the departments of Computer Science, Mathematics, and Statistics in a program leading to a B.S. in Mathematical and Computational Science. See the “Mathematical and Computational Science (http://exploredegrees.stanford.edu/schoolofhumanitiesandsciences/ mathematicalandcomputationalscience/#bachelorstext)” section of this bulletin.

Core

The department core, taken for all areas, includes courses in accounting, computer science, deterministic optimization, economics, organization theory, and a capstone senior project. Through the core, students in the program are exposed to the breadth of faculty interests, and are in a good position to choose an area during the junior year.

Areas

The major is designed to allow a student to explore all three areas of the department in greater depth.

1. Finance and Decision: focuses on the design and analysis of financial and strategic plans.

2. Operations and Analytics: focuses on algorithms, theory, and the design and analysis of manufacturing, production, and service systems. 3. Organizations, Technology, and Policy: focuses on understanding,

design, and analysis of organizations and public policy, particularly technology-based issues.

Management Science and

Engineering (MS&E)

Completion of the undergraduate program in Management Science and Engineering leads to the conferral of the Bachelor of Science in Management Science and Engineering.

Requirements

Units Mathematics and Science

All required; see SoE Basic Requirements 1 and 2 1

CME 100 Vector Calculus for Engineers 5

or MATH 51 Linear Algebra and Differential Calculus of Several Variables

CME 103 Introduction to Matrix Methods 5

MSE 120 Probabilistic Analysis 5

MSE 121 Introduction to Stochastic Modeling 4

MSE 125 Introduction to Applied Statistics 4

Select one of the following sequences: 8

CHEM 31B & CHEM 33

Chemical Principles II and Structure and Reactivity CHEM 31X

& CHEM 33

Chemical Principles Accelerated and Structure and Reactivity PHYSICS 21 & PHYSICS 22 & PHYSICS 23 & PHYSICS 24

Mechanics Fluids and Heat

and Mechanics Fluids and Heat Laboratory and Electricity, Magnetism, and Optics

and Electricity, Magnetism and Optics Laboratory

PHYSICS 41 & PHYSICS 43

Mechanics

and Electricity and Magnetism

Electives from SoE approved list or AP/IB credit 1 13

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Select one of the following; see SoE Basic Requirement 4 3 COMM 120W Digital Media in Society

COMM 169 Computers and Interfaces

CS 181 Computers, Ethics, and Public Policy ENGR 129

ENGR 130 Science, Technology, and Contemporary Society ENGR 131 Ethical Issues in Engineering

MSE 181 Issues in Technology and Work for a Postindustrial Economy

MSE 193 Technology and National Security (WIM) MSE 197 Ethics, Technology, and Public Policy (WIM) STS 1 The Public Life of Science and Technology

Engineering Fundamentals 2

Three courses; see SoE Basic Requirement 3

CS 106A Programming Methodology 3 5

Select one of the following: 3

ENGR 25B Biotechnology

or ENGR 25E Energy: Chemical Transformations for Production, Storage, and Use

ENGR 40 Introductory Electronics or ENGR 40A Introductory Electronics or ENGR 40M An Intro to Making: What is EE or ENGR 40P Physics of Electrical Engineering

ENGR 80 Introduction to Bioengineering (Engineering Living Matter)

Select one of the following (or ENGR 25, ENGR 40, or ENGR 80 if not used above):

3 ENGR 10 Introduction to Engineering Analysis

ENGR 14 Intro to Solid Mechanics

ENGR 15 Dynamics

ENGR 20 Introduction to Chemical Engineering ENGR 30 Engineering Thermodynamics

ENGR 50 Introduction to Materials Science, Nanotechnology Emphasis

or ENGR 50E Introduction to Materials Science, Energy Emphasis or ENGR 50M Introduction to Materials Science, Biomaterials

Emphasis

ENGR 60 Engineering Economy

ENGR 90 Environmental Science and Technology

Engineering Depth 2

Core Courses (all six required) 25

CS 103 Mathematical Foundations of Computing 4

or CS 106B Programming Abstractions

or CS 106X Programming Abstractions (Accelerated) ECON 50 Economic Analysis I

MSE 108 Senior Project

MSE 111 Introduction to Optimization 4

MSE 140 Accounting for Managers and Entrepreneurs or MSE 140X Financial Accounting Concepts and Analysis MSE 180 Organizations: Theory and Management

Area Courses (see below) 27

Choose four or five courses (minimum 15 units) from a primary area and two courses (minimum 6 units) from each of the other two areas.

Depth Areas

Units Finance and Decision Area 6-15 Students choosing F&D as their primary area must take at least two of ECON 51, MS&E 145, and MS&E 152

Introductory (appropriate for freshmen and sophomores) MSE 152 Introduction to Decision Analysis (WIM) Intermediate (appropriate for juniors and seniors) MSE 145 Introductory Financial Analysis MSE 146 Corporate Financial Management MSE 245G Finance for Non-MBAs

MSE 252 Decision Analysis I: Foundations of Decision Analysis

Advanced (intended primarily for graduate students) MSE 245A Investment Science

MSE 246 Financial Risk Analytics MSE 250A Engineering Risk Analysis

MSE 250B Project Course in Engineering Risk Analysis MSE 245B Advanced Investment Science

Operations and Analytics Area 6-15 Students choosing O&A as their primary area may also include CS 161, CS 229, and STATS 202 in their selections 4

Introductory (no prerequisites)

MSE 107 Interactive Management Science Methods

MSE 112 Mathematical Programming and Combinatorial Optimization

MSE 135 Networks

MSE 223 Simulation MSE 226 "Small" Data

MSE 231 Introduction to Computational Social Science MSE 251 Stochastic Control

Applications

MSE 130 Information Networks and Services MSE 233 Networked Markets

MSE 235 Analytics in Action

MSE 260 Introduction to Operations Management MSE 262 Supply Chain Management

MSE 263 Healthcare Operations Management MSE 264 Sustainable Product Development and

Manufacturing MSE 268 Operations Strategy

Organizations, Technology, and Policy Area 6-15 Students choosing OT&P as their primary area must take at least two of ENGR 145, MS&E 175, MS&E 181, MS&E 185, PSYCH 70, and SOC 114 (but not both PSYCH 70 and SOC 114) 4

Introductory (no prerequisites)

ENGR 131 Ethical Issues in Engineering 4

MSE 178 The Spirit of Entrepreneurship MSE 189 Social Networks - Theory, Methods, and

Applications

MSE 190 Methods and Models for Policy and Strategy Analysis

MSE 193 Technology and National Security (WIM) 4

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Advanced (has prerequisites and/or appropriate for juniors and seniors)

ENGR 145 Technology Entrepreneurship MSE 175 Innovation, Creativity, and Change MSE 177 Creativity Rules

MSE 181 Issues in Technology and Work for a Postindustrial Economy 4

MSE 183 Leadership in Action MSE 185 Global Work

MSE 243 Energy and Environmental Policy Analysis MSE 292 Health Policy Modeling

MSE 294 Climate Policy Analysis MSE 295 Energy Policy Analysis

1 Math and Science must total a minimum of 44 units. Electives must

come from the School of Engineering approved list, or, PSYCH 50 Introduction to Cognitive Neuroscience, or PSYCH 70 Introduction to Social Psychology, and may not repeat material from any other requirement. AP/IB credit for Chemistry, Mathematics, and Physics may be used.

2 Engineering fundamentals plus engineering depth must total a

minimum of 60 units.

3 Students may petition to place out of CS 106A Programming

Methodology.

4 Courses used to satisfy the Math, Science, Technology in Society, or

Engineering Fundamental requirement may not also be used to satisfy an engineering depth requirement.

For additional information and sample programs see the Handbook for Undergraduate Engineering Programs (UGHB) (http://ughb.stanford.edu).

Management Science and

Engineering (MS&E) Minor

The following courses are required to fulfill the minor requirements:

Units Background requirements (two courses)

CME 100 Vector Calculus for Engineers 5

or MATH 51 Linear Algebra and Differential Calculus of Several Variables

CS 106A Programming Methodology 5

Minor requirements (seven courses, letter-graded)

MSE 111 Introduction to Optimization 4

MSE 120 Probabilistic Analysis 5

MSE 121 Introduction to Stochastic Modeling 4

MSE 125 Introduction to Applied Statistics 4

MSE 180 Organizations: Theory and Management 4

Electives (select any two 100- or 200-level MS&E courses) 6

Recommended courses

In addition to the required background and minor courses, it is recommended that students also take the following courses.

ECON 50 Economic Analysis I 5

MSE 140 Accounting for Managers and Entrepreneurs (may be used as one of the required electives above)

2-4 or MSE 140X Financial Accounting Concepts and Analysis

Coterminal Program in

Management Science and

Engineering

This program allows Stanford undergraduates an opportunity to work simultaneously toward a B.S. in Management Science and Engineering or another quantitative major, and an M.S. in Management Science and Engineering.

University Coterminal Requirements

Coterminal master’s degree candidates are expected to complete all master’s degree requirements as described in this bulletin. University requirements for the coterminal master’s degree are described in the “Coterminal Master’s Program (http://exploredegrees.stanford.edu/ cotermdegrees)” section. University requirements for the master’s degree are described in the "Graduate Degrees (http://exploredegrees.stanford.edu/ graduatedegrees/#masterstext)" section of this bulletin.

After accepting admission to this coterminal master’s degree program, students may request transfer of courses from the undergraduate to the graduate career to satisfy requirements for the master’s degree. Transfer of courses to the graduate career requires review and approval of both the undergraduate and graduate programs on a case by case basis.

In this master’s program, courses taken during or after the first quarter of the sophomore year are eligible for consideration for transfer to the graduate career; the timing of the first graduate quarter is not a factor. No courses taken prior to the first quarter of the sophomore year may be used to meet master’s degree requirements.

Course transfers are not possible after the bachelor’s degree has been conferred.

The University requires that the graduate adviser be assigned in the student’s first graduate quarter even though the undergraduate career may still be open. The University also requires that the Master’s Degree Program Proposal be completed by the student and approved by the department by the end of the student’s first graduate quarter.

Master of Science in

Management Science and

Engineering

The M.S. degree programs require a minimum of 45 units beyond the equivalent of a B.S. degree at Stanford. All programs represent substantial progress in the major field beyond the bachelor’s degree.

University requirements for the master’s degree are described in the "Graduate Degrees (http://exploredegrees.stanford.edu/graduatedegrees)" section of this bulletin.

The master’s in Management Science and Engineer prepares engineers for a lifelong career addressing the technical and managerial needs of private and public organizations. The program emphasizes developing analytic abilities, making better decisions, and developing and executing strategies while also leading people who innovate. Unlike an M.B.A., the department's master’s program addresses the technical as well as the behavioral challenges of running organizations and complex systems, emphasizing quantitative analytic skills and an entrepreneurial spirit.

MS&E students know math, engineering, as well as behavioral science. They can conduct experiments to design better systems, organizations and work processes. They understand how to analyze data to solve real world problems. They can develop mathematical and computational models to inform action. They know how to surface and examine unarticulated

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assumptions and root causes. These students can communicate effectively in the team environments found in so many contemporary organizations. MS&E master’s students have breadth as well as depth. All are required to develop competence in optimization and analytics, organizations and decisions, and probability. In addition every student pursues a specialty in one of six areas:

1. Financial Analytics:Students who concentrate in Financial Analytics are prepared for careers requiring analytical rigor and the ability to innovate around market challenges. Example career paths include financial services, risk management, investment management, financial technology and data processing, financial regulation and policy, exchanges and clearing houses, and auditing and compliance. The concentration combines the in-depth study of quantitative techniques with practical, hands-on business problem solving. Students learn to use mathematical models and quantitative tools to solve complex problems in finance practice. The concentration exploits the intellectual ties between finance, operations research, computer science, and engineering. It offers a high level of flexibility and a range of elective courses that allow students to tailor the program to their specific career goals. Required courses immerse students in quantitative methods and deepen their understanding of finance fundamentals. Projects courses feature practical, data-driven team projects and case studies, fostering group learning and interaction with peers.

2. Operations and Analytics: Students following the Operations and Analytics track become prepared in the fundamentals and applications that are critical to careers in a fields ranging from operations management in the service, health care, production, manufacturing, computer, telecommunications, banking, industries to modern Silicon Valley information technology and data analytics. The program emphasizes a balance between the technical rigor of methodologies with lasting value and insightful modern applications and design challenges in a variety of established and emerging industries and operations environments. It offers a portfolio of courses in probabilistic modeling, optimization, simulation, algorithms, data science, networks, markets, and corresponding applications.

3. Technology and Engineering Management -- Students who concentrate in Technology and Engineering Management are prepared for careers including product and project management, management consulting, and entrepreneurship. They acquire skills to manage technical organizations, foster innovation, and deal with rapidly evolving technologies and dynamic markets. Specialized coursework is flexible, allowing students to explore and gain depth, understanding technical organizations to develop a culture of successful innovation and entrepreneurship, along with methods for decision making under uncertainty, financial analysis, and strategic planning.

4. Decision and Risk Analysis: Students who specialize in Decision and Risk Analysis are prepared for careers including management consulting, policy analysis, and risk management, applying

engineering systems analysis to tackle complex economic and technical management problems in the private and public sectors. They acquire the skills to identify and develop opportunities in uncertain situations while recognizing and hedging the downside risks. Specialized course work includes the mathematical foundations for modeling in dynamic uncertain environments to value and manage uncertain opportunities and risks, applications to public policy, and an opportunity to work on a client project under faculty guidance.

5. Energy and Environment: The Energy and Environment track is designed for students interested in energy and environmental issues from the perspectives of public policy, nongovernmental organizations, or corporations. This track includes core courses; courses in economic analysis, energy resources, and energy/environmental policy analysis; and an individually designed concentration, typically emphasizing policy, strategy, or technology. Seminars provide insights into current corporate strategy, public policy, and research community

developments. Energy/environmental project courses give practice in applying methodologies and concepts.

6. Health Systems Modeling: The Health Systems Modeling track is designed for students interested in healthcare operations and policy. The courses in this track emphasize the application of mathematical and economic analysis to problems in public health policy and the design and operation of healthcare services.

The master’s degree is designed to be a terminal degree program with a professional focus. The M.S. degree can be earned in one academic year (three academic quarters) of full-time work, although most students choose to complete the program in five academic quarters, or eighteen months, and work as an intern in the Summer Quarter.

Background Requirements

Students are expected to have completed both MATH 51 Linear Algebra and Differential Calculus of Several Variables , or an equivalent multivariable differential calculus course, and CS 106A Programming Methodology, or an equivalent general programming course, before beginning graduate study. These courses do not count toward degree requirements.

Degree Requirements

Students must take a minimum of 45 course units as follows: • Three core courses (9-12 units)

• A primary or specialized concentration (12-24 units)

• One project course or two integrated project courses (0-8 units) • Elective courses (1-24 units; see restrictions below)

Core Courses (three courses

required)

Optimization and Analytics (select one)

Units

MSE 211 Linear and Nonlinear Optimization 3-4

MSE 226 "Small" Data 3

Relevant 200 or 300 level MS&E course in optimization or anayltics if a comparable introductory course in optimization or analytics has already been completed.

3-4

Organizations and Decisions (select one)

Units

MSE 252 Decision Analysis I: Foundations of Decision Analysis

3-4 MSE 280 Organizational Behavior: Evidence in Action 3-4 Relevant 200 or 300 level MS&E course in organizations or decisions if a comparable introductory course in organizations or decisions has already been completed.

3-4

Probability (select one)

Units

MSE 220 Probabilistic Analysis 3-4

MSE 221 Stochastic Modeling 3

Relevant 200 or 300 level MS&E course in probability or stochastics if a comparable introductory course in probability or stochastics has already been completed.

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Primary Concentrations

Financial Analytics Concentration (five

courses required)

Units

Financial Theory and Modeling (select one):

MSE 245A Investment Science 3

MSE 245B Advanced Investment Science 3

MSE 246 Financial Risk Analytics 3

Quantitative Methods (two required):

Select one (whichever wasn't taken for core):

MSE 211 Linear and Nonlinear Optimization 3-4

MSE 226 "Small" Data 3

Select one:

MSE 322 Stochastic Calculus and Control 3

STATS 207 Introduction to Time Series Analysis 3

STATS 240 Statistical Methods in Finance 3-4

STATS 241 Data-driven Financial and Risk Econometrics 3-4 Financial Applications (select two):

CME 243 Financial Models and Statistical Methods in Active Risk Management

2-4

MATH 237 Default and Systemic Risk 3

MSE 347 Credit Risk: Modeling and Management 3

MSE 348 Optimization of Uncertainty and Applications in Finance

3

MSE 445 Projects in Wealth Management 3-4

MSE 447 Systemic and Market Risk : Notes on Recent History, Practice, and Policy

3 MSE 448 Big Financial Data and Algorithmic Trading 3 STATS 237 Theory of Investment Portfolios and Derivative

Securities

3

Operations and Analytics Concentration

(four courses required)

Units

Required Courses

MSE 211 Linear and Nonlinear Optimization (whichever course wasn't taken for core)

3-4 or MSE 226 "Small" Data

MSE 221 Stochastic Modeling (or a more advanced course in probability (i.e. MS&E 223 Simulation) if a student has taken an equivalent class in stochastic modeling)

3

MSE 235 Analytics in Action 3

or MSE 251 Stochastic Control

MSE 260 Introduction to Operations Management 3

or MSE 261 Inventory Control and Production Systems or MSE 263 Healthcare Operations Management Recommended Elective Courses:

MSE 223 Simulation 3

MSE 231 Introduction to Computational Social Science 3

MSE 233 Networked Markets 3

MSE 235 Analytics in Action 3

MSE 243 Energy and Environmental Policy Analysis 3

MSE 245A Investment Science 3

MSE 250A Engineering Risk Analysis 3

MSE 251 Stochastic Control 3

MSE 252 Decision Analysis I: Foundations of Decision Analysis

3-4

MSE 260 Introduction to Operations Management 3

MSE 261 Inventory Control and Production Systems 3

MSE 262 Supply Chain Management 3

MSE 263 Healthcare Operations Management 3

MSE 264 Sustainable Product Development and Manufacturing

3-4

MSE 268 Operations Strategy 3

MSE 270 Strategy in Technology-Based Companies 3-4

MSE 292 Health Policy Modeling 3

MSE 467 Strategic Operations Consulting 3

Technology and Engineering Management

Concentration (five courses required)

The course used to satisfy the Organizations and Decisions Core may also be counted here.

Units

Organizations and Strategy (select at least one):

MSE 270 Strategy in Technology-Based Companies 3-4

MSE 274 Dynamic Entrepreneurial Strategy 3

MSE 278 Patent Law and Strategy for Innovators and Entrepreneurs

2-3 MSE 280 Organizational Behavior: Evidence in Action 3-4

MSE 282 Transformational Leadership 3

MSE 284 Designing Modern Work Organizations 3

Entrepreneurship and Innovation (select at least one):

MSE 270 Strategy in Technology-Based Companies 3-4

MSE 271 Global Entrepreneurial Marketing 3-4

MSE 272 Startup Boards 3

MSE 273 Technology Venture Formation 3-4

MSE 275 Foundations for Large-Scale Entrepreneurship 3 MSE 276 Entrepreneurial Management and Finance 3

MSE 277 Creativity and Innovation 3-4

ENGR 245 The Lean LaunchPad: Getting Your Lean Startup Off the Ground

3-4 Finance and Decisions (select at least one):

MSE 240 Accounting for Managers and Entrepreneurs 3-4

MSE 245A Investment Science 3

MSE 245G Finance for Non-MBAs 3

MSE 250A Engineering Risk Analysis 3

MSE 252 Decision Analysis I: Foundations of Decision Analysis

3-4 MSE 352 Decision Analysis II: Professional Decision

Analysis

3-4

Specialized Concentrations (must

have approval of the academic

advisor)

Decision and Risk Analysis Concentration

(four courses required)

Units

Core Courses are restricted as follows:

MSE 211 Linear and Nonlinear Optimization 3-4

MSE 221 Stochastic Modeling 3

MSE 252 Decision Analysis I: Foundations of Decision Analysis

3-4 Required Courses (select two):

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MSE 241 Economic Analysis 3-4

MSE 250A Engineering Risk Analysis 3

MSE 352 Decision Analysis II: Professional Decision Analysis

3-4 Policy Course (select one):

MSE 243 Energy and Environmental Policy Analysis 3

MSE 292 Health Policy Modeling 3

MSE 293 Technology and National Security 3

MSE 294 Climate Policy Analysis 3

MSE 295 Energy Policy Analysis 3

Project Course (select one):

MSE 250B Project Course in Engineering Risk Analysis 3 MSE 452 Decision Analysis Projects: Helping Real Leaders

Make Real Decisions

3

Energy and Environment Concentration

(six courses required)

Units

Required Courses:

CEE 207A Understanding Energy 3

MSE 241 Economic Analysis 3-4

MSE 243 Energy and Environmental Policy Analysis 3 Three additional courses from energy, policy, or strategy areas below. Policy:

ECON 251 Natural Resource and Energy Economics 2-5 ENERGY 158 Bringing New Energy Technologies to Market:

Optimizing Technology Push and Market Pull

3 GSBGEN 336 Business Models for Sustainable Energy 3

LAW 455 Energy Law 3

MSE 293 Technology and National Security 3

MSE 294 Climate Policy Analysis 3

MSE 295 Energy Policy Analysis 3

Strategy:

ECON 203N Microeconomics II For Non-Economics PhDs 2-5 ENERGY 158 Bringing New Energy Technologies to Market:

Optimizing Technology Push and Market Pull

3 GSBGEN 538 Energy Policy, Markets, and Climate Change 2 MSE 270 Strategy in Technology-Based Companies 3-4

MSE 271 Global Entrepreneurial Marketing 3-4

MSE 272 Startup Boards 3

MSE 273 Technology Venture Formation 3-4

MSE 274 Dynamic Entrepreneurial Strategy 3

MSE 275 Foundations for Large-Scale Entrepreneurship 3 MSE 276 Entrepreneurial Management and Finance 3

MSE 277 Creativity and Innovation 3-4

MSE 278 Patent Law and Strategy for Innovators and Entrepreneurs

2-3 Energy:

ENERGY 102 Renewable Energy Sources and Greener Energy Processes

3

ENERGY 104 Sustainable Energy for 9 Billion 3

ENERGY 158 Bringing New Energy Technologies to Market: Optimizing Technology Push and Market Pull

3

ME 370A Energy Systems I: Thermodynamics 3

ME 370B Energy Systems II: Modeling and Advanced Concepts

4 PHYSICS 240 Introduction to the Physics of Energy 3

PHYSICS 241 Introduction to Nuclear Energy 3

Recommended Seminars:

ECON 341 Public Economics and Environmental Economics Seminar

1-10

ENERGY 301 The Energy Seminar 1

MSE 441 Policy and Economics Research Roundtable 1 MSE 472 Entrepreneurial Thought Leaders' Seminar 1 Recommended Elective Courses:

ECON 250 Environmental Economics 2-5

ECON 270 Intermediate Econometrics I 2-5

ECON 278 Behavioral and Experimental Economics I 2-5

MGTECON 603 Econometric Methods I 4

MSE 201 Dynamic Systems 3-4

MSE 211 Linear and Nonlinear Optimization 3-4

MSE 244 Economic Growth and Development 3

MSE 251 Stochastic Control 3

Health Systems Modeling Concentration

(four courses required)

Units

Required Courses

HRP 263 Advanced Decision Science Methods and Modeling in Health

3 HRP 392 Analysis of Costs, Risks, and Benefits of Health

Care

4

MSE 263 Healthcare Operations Management 3

MSE 292 Health Policy Modeling 3

Recommended Elective Courses:

HRP 256 Economics of Health and Medical Care 5

HRP 391 Health Law: Finance and Insurance 3

MSE 256 Technology Assessment and Regulation of Medical Devices

3 MSE 257 Healthcare Reforms and Value-Based Biomedical

Technology Innovation

3

MSE 463 Healthcare Systems Design 3

Projects

Select one project course or two integrated project courses; may double-count as part of the core or concentration.

Units

Project Courses

MSE 250B Project Course in Engineering Risk Analysis 3 MSE 348 Optimization of Uncertainty and Applications in

Finance

3

MSE 403 Integrative Modeling 3

MSE 445 Projects in Wealth Management 3-4

MSE 447 Systemic and Market Risk : Notes on Recent History, Practice, and Policy

3 MSE 448 Big Financial Data and Algorithmic Trading 3 MSE 452 Decision Analysis Projects: Helping Real Leaders

Make Real Decisions

3

MSE 464 Global Project Coordination 3-4

MSE 467 Strategic Operations Consulting 3

Integrated Project Courses

MSE 201 Dynamic Systems 3-4

MSE 211 Linear and Nonlinear Optimization 3-4

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MSE 243 Energy and Environmental Policy Analysis 3

MSE 245A Investment Science 3

MSE 252 Decision Analysis I: Foundations of Decision Analysis

3-4 MSE 256 Technology Assessment and Regulation of Medical

Devices

3

MSE 260 Introduction to Operations Management 3

MSE 262 Supply Chain Management 3

MSE 264 Sustainable Product Development and Manufacturing

3-4 MSE 270 Strategy in Technology-Based Companies 3-4

MSE 271 Global Entrepreneurial Marketing 3-4

MSE 273 Technology Venture Formation 3-4

MSE 274 Dynamic Entrepreneurial Strategy 3

MSE 277 Creativity and Innovation 3-4

MSE 280 Organizational Behavior: Evidence in Action 3-4

MSE 284 Designing Modern Work Organizations 3

MSE 294 Climate Policy Analysis 3

MSE 295 Energy Policy Analysis 3

MSE 311 Optimization 3

MSE 315 Numerical Optimization 3

MSE 338 Advanced Topics in Information Science and Technology

3

MSE 347 Credit Risk: Modeling and Management 3

MSE 355 Influence Diagrams and Probabilistics Networks 3

Additional Requirements

1. At least 45 units must be in courses numbered 100 and above. 2. The degree program must be completed with a grade point average

(GPA) of 3.0 or higher.

3. At least 27 units must be in courses numbered 200 and above in MS&E, taken for a letter grade and a minimum of two units each. 4. At least 36 letter-graded units must be in MS&E or closely related

fields. Closely related fields include any department in the School of Engineering, mathematics, statistics, economics, sociology, psychology, or business.

5. All courses used to satisfy core, concentration, or project requirements must be taken for a letter grade.

6. A maximum of three units of 1-unit courses such as seminars, colloquia, workshops, in any department, including MS&E 208A, B, and C, Curricular Practical Training.

7. A maximum of 18 non-degree option (NDO) units through the Stanford Center for Professional Development (SCPD).

8. Courses in athletics, physical education, and recreation may not be applied toward the degree.

Professional Education

The Stanford Center for Professional Development (SCPD) provides opportunities for employees of some local and remote companies to take courses at Stanford.

The Honors Cooperative Program (HCP) provides opportunities for employees of SCPD member companies to earn an M.S. degree, over a longer period, by taking one or two courses per academic quarter. Some courses are only offered on campus; HCP students may attend those courses at Stanford to meet the degree requirements. It is possible to complete this program as a remote HCP student although the remote offerings are limited. Students must apply for a degree program through the standard application process, and must meet the standard application deadlines.

The non-degree option (NDO) allows employees of some local companies to take courses for credit from their company sites before being admitted to a degree program. Students apply to take NDO courses each quarter through the Stanford Center for Professional Development. Up to 18 units taken as an NDO student may be applied toward a degree program. For additional information about the NDO application process and deadlines, see the SCPD web site (http://scpd.stanford.edu), or contact SCPD at (650) 725-3000.

Certificate

The department offers a certificate program within the framework of the NDO program. A certificate can be obtained by completing three MS&E core courses, plus one MS&E elective course for a total of four courses. For further information, see http://scpd.stanford.edu/scpd/programs/certs/ managementSci.htm.

Dual Master's Degree Program

The dual degree program enables a small group of graduate students to obtain two master’s degrees simultaneously. Students complete the course requirements for each department. A total of 90 units is required to complete the dual master’s degree.

Admission

For the dual degree, admission to two departments is required, but is coordinated by designated members of both admissions committees who make recommendations to the committees of their respective departments. Students may apply to only one department initially. After the first quarter at Stanford, students may apply to be admitted to the second department.

Advising

Every student in the dual degree program has one adviser in each department.

Joint MS&E and Law Degrees

The School of Law and the Department of Management Science and Engineering offer joint degree programs leading to a J.D. degree and an M.S. degree in MS&E, or to a J.D. and Ph.D. in MS&E. These programs are designed for students who wish to prepare themselves for careers in areas relating to both law and to the decision making, policy making, and problem solving knowledge and skills developed in the MS&E program. Students interested in either joint degree program must apply and gain admission separately to the School of Law and the Department of Management Science and Engineering and, as an additional step, must secure consent from both academic units to pursue degrees in those units as part of a joint degree program. Interest in either joint degree program should be noted on the student’s admission applications and may be considered by the admission committee of each program. Alternatively, an enrolled student in either the Law School or MS&E may apply for admission to the other program and for joint degree status in both academic units after commencing study in either program.

Joint degree students may elect to begin their course of study in either the School of Law or MS&E. Students are assigned to a joint program committee composed of at least one faculty member from Law and one from MS&E. This committee plans the student’s program jointly with the student. Students must be enrolled full time in the Law School for the first year of law studies, and it is recommended that students devote exclusively one Autumn Quarter to the MS&E M.S. program to initiate their MS&E work. After that time, enrollment may be in MS&E or Law, and students may choose courses from either program regardless of where enrolled. A candidate in the joint J.D./Ph.D. program should spend a substantial amount of full time residency in MS&E. Students must satisfy the requirements for both the J.D. and the M.S. or Ph.D. degrees as specified in this bulletin

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or by the School of Law. The Law School may approve courses from MS&E or courses in the student’s MS&E program from outside of the Department of Management Science and Engineering that may count toward the J.D. degree, and MS&E may approve courses from the Law School that may count toward the M.S. or Ph.D. degree in MS&E. In either case, approval may consist of a list applicable to all joint degree students or may be tailored to each individual student’s program. The lists may differ depending on whether the student is pursuing an M.S. or a Ph.D. in MS&E. In the case of a J.D./M.S. program, no more than 45 units of approved courses may be counted toward both degrees. In the case of a J.D./Ph.D. program, no more than 54 units of approved courses may be counted toward both degrees. In either case, no more than 36 units of courses that originate outside the Law School may count toward the law degree. To the extent that courses under this joint degree program originate outside the Law School but count toward the law degree, the law credits permitted under Section 17(1) of the Law School Regulations are reduced on a unit-per-unit basis, but not below zero. The maximum number of law school credits that may be counted toward the M.S. in MS&E is the greater of: (a) 18 units in the case of the M.S., or (b) the maximum number of hours from courses outside the department that an M.S. candidate in MS&E is permitted to count toward the applicable degree under general departmental guidelines or under departmental rules that apply in the case of a particular student. Tuition and financial aid arrangements are normally through the school in which the student is then enrolled.

Joint MS&E and Master of

Public Policy Degree

MS MS&E students who wish to apply their analytical and management skills to the field of public policy can simultaneously pursue a master degree in MS&E and a master degree in Public Policy. The MPP is a two-year degree program, but MS MS&E students who pursue the joint program can earn both degrees in a minimum of two years, depending on prior preparation and elective choices, by counting up to 45 quarter units of course work toward both degrees. After admission to the Department of Management Science and Engineering, incoming or current MS students request that their application file be forwarded to the MPP program director for review.

Students in the joint program normally will spend most of their first year taking MS&E core courses. The second year is typically devoted to the MPP core, concentration, and practicum. The joint degree requires 90 quarter units. Tuition for the first year of study is paid at the Graduate Engineering rate, the remaining time at the graduate rate.

Doctor of Philosophy in

Management Science and

Engineering

University requirements for the Ph.D. degree are described in the “Graduate Degrees” section of this bulletin.

The Ph.D. degree in MS&E is intended for students primarily interested in a career of research and teaching, or high-level technical work in universities, industry, or government. The program requires three years of full-time graduate study, at least two years of which must be at Stanford. Typically, however, students take four to five years after entering the program to complete all Ph.D. requirements. The Ph.D. is organized around the expectation that the students acquire a certain breadth across all areas of the department, and depth in one of them. The current areas are:

• Decision analysis and risk analysis • Economics and finance

• Information science and technology

• Organization, technology, and entrepreneurship • Policy and strategy

• Probability and stochastic systems • Production and operations management • Systems modeling and optimization

Doctoral students are required to take a number of courses, both to pass a qualifying exam in one of these areas, or the Systems Program which is a combination of several areas, and to complete a dissertation based on research which must make an original contribution to knowledge. Each student admitted to the Ph.D. program must satisfy a breadth requirement and pass a qualification procedure. The purpose of the qualification procedure is to assess the student’s command of the field and to evaluate his or her potential to complete a high-quality dissertation in a timely manner. The student must complete specified course work in one of the areas of the department (or the Systems Program which is a combination of several areas). The qualification decision is based on the student’s coursework and grade point average (GPA), on the one or two preliminary papers prepared by the student with close guidance from two faculty members, at least one of whom must be an MS&E faculty member, the student’s performance in an area examination or defense of the written paper(s), and an overall assessment by the faculty of the student's ability to conduct high-quality Ph.D. research. Considering this evidence, the department faculty will vote on advancing the student to candidacy in the department at large. The Ph.D. requires a minimum of 135 units, up to 45 units of which may be transferred from another graduate program. All courses used to satisfy breadth and depth requirements must be taken for a letter grade, if the letter graded option is available. Prior to candidacy, at least 3 units of work must be taken with each of four Stanford faculty members. Finally, the student must pass a University oral examination and complete a Ph.D. dissertation. During the course of the Ph.D. program, students who do not have a master’s degree are strongly encouraged to complete one, either in MS&E or in another Stanford department.

Breadth Requirement

All first year students are required to attend and participate in MS&E 302 Fundamental Concepts in Management Science and Engineering, which will meet in the Autumn Quarter.

Each course session will be devoted to a specific MS&E PhD research area. At a given session several advanced PhD students in that area will make carefully prepared presentations designed for first-year doctoral students regardless of area. The presentations will be devoted to: (a) illuminating how people in the area being explored that day think about and approach problems, and (b) illustrating what can and cannot be done when addressing problems by deploying the knowledge, perspectives, and skills acquired by those who specialize in the area in question.

Faculty in the focal area of the week will comment on the student

presentations. The rest of the session will be devoted to questions posed and comments made by the first year PhD students.

During the last two weeks of the quarter groups of first year students will make presentations on how they would approach a problem drawing on two or more of the perspectives to which they have been exposed earlier in the class.

Attendance is mandatory and performance will be assessed on the basis of the quality of the students’ presentations and class participation

Qualification Procedure

Requirements

The qualification procedure is based on depth in an area of the student’s choice and preparation for dissertation research. The qualification process must be completed by the end of the month of May of the student’s second year of graduate study in the department. The performance of all doctoral students is reviewed every year at a department faculty meeting at the end

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of May or beginning of June. Ph.D. qualification decisions will be made at that time and individual feedback will be provided.

The Ph.D. qualification requirements comprise these elements:

1. Courses and GPA: Students must complete the depth requirements of one of the areas of the MS&E department (or the Systems Program which is a combination of several areas). (The Ph.D. area course requirements are below). All courses used to satisfy depth requirements must be taken for a letter grade, if the letter graded option is available. Course substitutions may be approved by the doctoral program advisor or the MS&E dissertation advisor on the candidacy form or on a request for graduate course waiver/substitution form. A student must maintain a GPA of at least 3.4 in the set of all courses taken by the student within the department. The GPA will be computed on the basis of the nominal number of units for which each course is offered.

2. Paper(s): A student may choose between two options. The first option involves one paper supervised by a primary faculty adviser and a second faculty reader. This paper should be written in two quarters. The second option involves two shorter sequential tutorials, with two different faculty advisors. Each tutorial should be completed in one quarter. In both options, the student chooses the faculty advisor(s)/reader with the faculty members’ consent.. There must be two faculty members, at least one of whom must be an MS&E faculty member, supervising and evaluating this requirement for advancement to candidacy. The paper/tutorials must be completed before the Spring Quarter of the student’s second year of graduate study in the department if the student's qualifying exam is during the Spring Quarter, and before the end of May of that year otherwise. A student may register for up to 3 units per tutorial and up to 6 units for a paper.

3. Area Qualification: In addition, during the second year, a student must pass an examination in one of the areas of the MS&E department (or the Systems Program which is a combination of several areas), or defense of the written paper(s). The student chooses the area/program in which to take the examination. This area examination is written, oral, or both, at the discretion of the area faculty administering the exam. Most areas offer the qualifying exam only once per year, which may be early in the second year.

Degree Progress and Student

Responsibility

Each student’s progress will be reviewed annually by the MS&E faculty. Typically, this will occur at a faculty meeting at the end of Spring Quarter, and email notifications will be sent over the summer.

First year students should complete 30 units of breadth and depth courses, including MS&E 302, and develop relationships with faculty members who might serve as dissertation advisor and reading committee.

Second year students should complete most, if not all, of the required depth courses, work with two faculty members, at least one of whom must be an MS&E faculty member, on tutorials/research paper, and pass an area qualifying exam. Most areas offer the qualifying exam only once per year, which may be early in the second year. Students should continue to develop relationships with faculty members who might serve as dissertation advisors and reading committee, and select a dissertation advisor before the beginning of the third year.

Third year students should complete any remaining depth courses, select a dissertation topic, and make progress on the dissertation.

Fourth year students should select a reading committee, and complete, or nearly complete, the oral exam and dissertation.

It shall be the responsibility of the student to initiate each step in completing the Ph.D. program.

It is strongly recommended that each student, in the first year of graduate study at Stanford, make it a special point to become well acquainted with

MS&E faculty members and to seek advice and counsel regarding possible Ph.D. candidacy. A faculty member will be more likely to accept the responsibility of supervising the research of a student whom he or she knows fairly well than a student whose abilities, initiative, and originality the faculty member knows less.

It is expected that advanced students will regularly report to their full Reading Committee on the progress of their dissertation. It is also expected that the student avail him/herself of the different expertise represented on the Committee continually. Each member of this Committee must certify approval of both the scope and quality of the dissertation.

The Doctoral Dissertation Reading Committee consists of the principal dissertation adviser and two other readers. At least one member must be from the student’s major department.

As administered in this department, the University Oral Examination is a defense of the dissertation; however, the candidate should be prepared to answer any question raised by any members of the Academic Council who choose to be present. Students should schedule three hours for the Oral Examination, which usually consists of a 45 minute public presentation, followed by closed-session questioning of the examinee by the committee, and committee deliberation. The University Oral examination may be scheduled after the Dissertation Reading Committee has given tentative approval to the dissertation. The student must be enrolled in the quarter of

their Oral Examination.

The examining committee usually consists of the three members of the Reading Committee as well as a fourth faculty member and an Orals Chair. It is the responsibility of the student's advisor to find an appropriate Orals Chair. The Chair must be an Academic Council member and may not be affiliated with either the Department of Management Science and Engineering nor any department in which the student's advisor has a regular appointment. Emeriti Professors are eligible to serve as an Orals Chair. The student needs to reserve a room, and meet with the Student Services Manager to complete the Oral Examination Schedule and pick up other paper work. This paperwork, along with an abstract, needs to be delivered to the Orals Chair at least one week prior to the Oral Examination.

Course Requirements

Decision Analysis and Risk Analysis

Prerequisites:

CS 106A Programming Methodology CME 100 Vector Calculus for Engineers CME 103 Introduction to Matrix Methods Required:

MSE 201 Dynamic Systems

or EE 263 Introduction to Linear Dynamical Systems MSE 211 Linear and Nonlinear Optimization or MSE 311 Optimization

MSE 220 Probabilistic Analysis MSE 221 Stochastic Modeling

or STATS 217 Introduction to Stochastic Processes MSE 223 Simulation

MSE 241 Economic Analysis MSE 250A Engineering Risk Analysis

MSE 250B Project Course in Engineering Risk Analysis

or MSE 452 Decision Analysis Projects: Helping Real Leaders Make Real Decisions

MSE 251 Stochastic Control

or MSE 351 Dynamic Programming and Stochastic Control MSE 252 Decision Analysis I: Foundations of Decision

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MSE 352 Decision Analysis II: Professional Decision Analysis

MSE 353 Decision Analysis III: Frontiers of Decision Analysis

MSE 355 Influence Diagrams and Probabilistics Networks Recommended:

MSE 207 Interactive Management Science MSE 245A Investment Science

MSE 254 The Ethical Analyst

MSE 270 Strategy in Technology-Based Companies MSE 280 Organizational Behavior: Evidence in Action MSE 299 Voluntary Social Systems

MSE 321 Stochastic Systems

or STATS 218 Introduction to Stochastic Processes MSE 450 Lessons in Decision Making

or MSE 453 Decision Analysis Applications: Business Strategy and Public Policy

CS 228 Probabilistic Graphical Models: Principles and Techniques

CS 270 Modeling Biomedical Systems: Ontology, Terminology, Problem Solving

ECON 286 Game Theory and Economic Applications ECON 290 Multiperson Decision Theory

MGTECON 332

Analysis of Costs, Risks, and Benefits of Health Care

STATS 200 Introduction to Statistical Inference or STATS 201 Design and Analysis of Experiments or STATS 202 Data Mining and Analysis or ECON 271 Intermediate Econometrics II

Economics and Finance

The economics and finance area emphasizes the use of economic and financial concepts, methods, and practice for problem solving, in areas including individual choice, financial engineering, economic policy analysis, and financial market analysis. A strong mathematical and systems analysis background is essential to the area. Students in this area are expected to develop a strong background in economics and finance and closely related disciplines and to obtain experience in addressing significant problem areas.

Required

MSE 201 Dynamic Systems MSE 220 Probabilistic Analysis MSE 241 Economic Analysis MSE 245A Investment Science

MSE 245B Advanced Investment Science MSE 311 Optimization

MATH 115 Functions of a Real Variable or MATH 171 Fundamental Concepts of Analysis Select five of the following options:

General

MSE 314 Linear and Conic Optimization with Applications EE 263 Introduction to Linear Dynamical Systems STATS 310A Theory of Probability

or MATH 205A

Real Analysis

Economics (two of Econ 280-290 may be used) ECON 370 Econometrics Workshop or ECON 271 Intermediate Econometrics II

or ECON 272 Intermediate Econometrics III or ECON 273 Advanced Econometrics I or ECON 274 Advanced Econometrics II or ECON 275 Time Series Econometrics or ECON 276 Limited Dependent Variables ECON 282 Contracts, Information, and Incentives or ECON 283 Theory and Practice of Auction Market Design or ECON 285 Matching and Market Design

or ECON 286 Game Theory and Economic Applications or ECON 288 Computational Economics

or ECON 289 Advanced Topics in Game Theory and Information Economics

or ECON 290 Multiperson Decision Theory Finance

MSE 347 Credit Risk: Modeling and Management MSE 348 Optimization of Uncertainty and Applications in

Finance

MATH 136 Stochastic Processes

Students should consult with their dissertation advisors to select additional courses from any department to complete a PhD in their area.

Students should plan to complete most if not all required courses by the end of the first year of graduate study. The choice courses should be chosen to form a coherent program either in economics, finance or both. PhD students must also meet the department’s requirements for both an MS degree and a PhD degree.

Economics and Finance Qualifying Procedure

In addition to beginning an appropriate course program, students must pass two-quarters of tutorial and an oral examination to obtain qualification. The tutorials emphasize basic research skills. The oral examination emphasizes command of basic concepts as represented in the required courses as well as the modeling of practical situations.

Information Science and Technology

Select five classes from four different core areas. Optimization and algorithms core:

MSE 212 Mathematical Programming and Combinatorial Optimization

MSE 310 Linear Programming MSE 311 Optimization

MSE 312 Advanced Methods in Numerical Optimization MSE 314 Linear and Conic Optimization with Applications MSE 315 Numerical Optimization

MSE 316 Discrete Mathematics and Algorithms MSE 317 Algorithms for Modern Data Models MSE 318 Large-Scale Numerical Optimization MSE 319 Approximation Algorithms

MSE 351 Dynamic Programming and Stochastic Control CS 261 Optimization and Algorithmic Paradigms Networks core:

MSE 235 Analytics in Action

MSE 238 Leading Trends in Information Technology MSE 335 Queueing and Scheduling in Processing Networks MSE 337

Economics and game theory core: MSE 246 Financial Risk Analytics MSE 336 Platform and Marketplace Design

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Data analysis/probability core: MSE 321 Stochastic Systems

MSE 322 Stochastic Calculus and Control

MSE 383 Doctoral Seminar on Ethnographic Research CS 229 Machine Learning

EDUC 316 Social Network Methods STATS 310A Theory of Probability Behavioral sciences core:

MSE 371 Innovation and Strategic Change

MSE 380 Doctoral Research Seminar in Organizations MSE 381 Doctoral Research Seminar in Work, Technology,

and Organization

MSE 383 Doctoral Seminar on Ethnographic Research MSE 384 Groups and Teams

MSE 387 Design of Field Research Methods MSE 388 Themes in Contemporary Meso-level Field

Research

EDUC 316 Social Network Methods SOC 314 Economic Sociology Four courses in a focus area.

Students can substitute other 300-level classes (including those from other departments) from the same general area on a case-by-case basis, subject to approval by the student's program/dissertation advisor. The students must obtain a GPA of 3.50 or better in the core courses to qualify. The core courses must be completed in or before the spring quarter of the student's second year.

Students must choose one of six focus areas, and take at least four 300-level classes in this area. At most one class may be used to satisfy both core and focus requirements. The list of classes must be chosen and approved by the student's dissertation advisor by the end of the second year, and these classes must be completed by the end of the student's third year. Any changes must be approved by the student's dissertation advisor.

Information Science and Technology Qualifying Procedure

The student will do two quarter-length tutorials with IST faculty. At the end of these tutorials, the student must make a 45-minute presentation of one of their tutorials to a committee of three IST faculty members. The student can do both tutorials with the same faculty member, in which case the presentation can be of the two tutorials together, and another committee member must be kept informed of the student’s progress on a regular basis during the two quarters. The presentation should take place in the spring quarter of the student's second year, or earlier. The presentation must include original research or promising directions towards original research. During this presentation, the student must also provide the name of their chosen focus area, and the list of courses that the student has completed and intends to complete in the core as well as in the chosen focus area. The committee will then make a recommendation to the IST area and the MS&E department regarding qualification of the student for the PhD program in IST.

Operations Research (combination of

Systems Modeling and Optimization and

Probability and Stochastic Systems)

Prerequisites:

MSE 220 Probabilistic Analysis or STATS 116 Theory of Probability MSE 221 Stochastic Modeling

or STATS 217 Introduction to Stochastic Processes MSE 241 Economic Analysis

or ECON 50 Economic Analysis I

CS 106A Programming Methodology

or CS 106X Programming Abstractions (Accelerated) MATH 113 Linear Algebra and Matrix Theory MATH 115 Functions of a Real Variable or MATH 171 Fundamental Concepts of Analysis Strongly Recommended:

CME 108 Introduction to Scientific Computing STATS 200 Introduction to Statistical Inference

STATS 203 Introduction to Regression Models and Analysis of Variance

Core (four courses):

MSE 310 Linear Programming MSE 321 Stochastic Systems Two of the following three courses: MSE 311 Optimization

MSE 316 Discrete Mathematics and Algorithms STATS 310A Theory of Probability

Three to four courses in some coherent area of specialization. In addition to the four core courses, students should take at least four 3-4 unit courses in some coherent area of specialization. The area of specialization may be methodological; examples include (but are not limited to) optimization, stochastic systems, stochastic control, algorithms, economic analysis, statistical inference, scientific computing, etc. The area of specialization could also have a significant modeling and application component, such as (but not limited to) information services, telecommunications, financial engineering, supply chains, health care, energy, etc. Independent of the choice of specialization, students are encouraged to take a range of courses covering methodology, modeling, and applications. Any MS&E courses satisfying this requirement must be at the 300-level, while courses outside MS&E must be at a comparable level. Students are expected to earn a letter grade of A- or better in all courses counted for the requirements. A student's plan for completing these requirements must be discussed with and approved by their faculty advisor by the beginning of Autumn Quarter of their second year.

Operations Research Qualifying Procedure

Students take the area qualifying exam at the beginning of their second year of study. The qualifying exam consists of two written exams: one in Optimization and one in Stochastic Systems. The first exam covers the material in MS&E 310 and related prerequisites. The second exam covers the material in MS&E 321 and related prerequisites.

The student will do two quarter-length tutorials with Operations Research faculty (or affiliated faculty). A written report approved by the supervising faculty member is required on each tutorial. In addition, at the end of the second year, students are expected to make a 30-minute presentation to the broader Operations Research faculty. The presentation must include original research or promising directions towards original research. The student can do both tutorials with the same faculty member; in this case a single written report is sufficient, and the presentation can be of the two tutorials together.

Organization, Technology, and

Entrepreneurship

Foundation in Organizational Behavior (five courses): PSYCH 212 Social Psychology

SOC 363A Seminar on Organizational Theory Plus three of the following:

MSE 371 Innovation and Strategic Change

MSE 372 Entrepreneurship Doctoral Research Seminar MSE 374 Dynamic Corporate Strategy

MSE 375 Research on Entrepreneurship MSE 376 Strategy Doctoral Research Seminar

References

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